+629.3%
ON vs ELV
+278.6%
+350.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.5% | +1.8% | +5.1% |
| 7D | +2.4% | +2.8% | -0.4% | +1.4% |
| 30D | -8.6% | +4.9% | -13.5% | -10.4% |
| 3M | -34.3% | +4.9% | -39.2% | -36.1% |
| 6M | +28.5% | +45.1% | -16.6% | +9.7% |
| YTD | +40.6% | +20.7% | +19.9% | +27.4% |
| 1Y | +55.3% | +35.0% | +20.3% | +33.8% |
| 3Y | -22.2% | -2.4% | -19.8% | -26.9% |
| 5Y | +62.4% | +25.5% | +36.9% | +29.0% |
| All | +629.3% | +278.6% | +350.7% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling